In recent financial products trading, there is performed so-called algorithmic trading in which a computer automatically performs ordering for financial products trading based on the price and the trading amount. For example, the algorithmic trading based on stock prices and volumes is performed in a securities market. Order processes by the computer are performed at high speed, and intervals of message transmission are far shorter than those in the case where the trading is performed by humans. Accordingly, financial products trading systems including securities trading systems forming the securities market have to match an enormous number of received trading orders in a short period and quickly perform processes such as executions. A trend of increases in the frequency and volume of trading orders is expected to grow stronger in the future with sophistications of functions of machines and communication environments used by market participants.
The following conventional technique is proposed as a technique for preventing poor response time to process such a large volume of messages. Specifically, there is proposed a system (see PTL 1) and the like which determines a work group relating to a received message based on header information in a transmission frame of the message and determines a destination server operating for the determined work group as a destination server to which a client terminal device being a source of the message is to be connected.